+836.0%
FN vs PENG
+705.8%
+130.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.1% | +3.1% | -3.1% |
| 7D | -7.0% | -20.5% | +13.5% | +0.1% |
| 30D | -24.7% | -20.4% | -4.4% | -19.3% |
| 3M | -35.7% | -16.4% | -19.3% | -32.0% |
| 6M | -52.4% | +49.2% | -101.6% | -59.0% |
| YTD | -25.0% | +147.2% | -172.1% | -44.5% |
| 1Y | -25.7% | +124.7% | -150.3% | -43.4% |
| 3Y | +110.2% | +230.3% | -120.0% | +40.2% |
| 5Y | +192.3% | +71.4% | +121.0% | +113.0% |
| All | +836.0% | +705.8% | +130.2% | +417.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling